+290.2%
BN vs WST
+456.5%
-166.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.9% |
| 7D | -1.0% | +4.2% | -5.2% | -2.0% |
| 30D | +14.0% | +11.2% | +2.7% | +11.0% |
| 3M | -9.0% | +20.4% | -29.4% | -13.3% |
| 6M | -8.8% | +37.9% | -46.7% | -16.3% |
| YTD | -10.3% | +51.8% | -62.1% | -20.1% |
| 1Y | -5.8% | +56.6% | -62.4% | -17.0% |
| 3Y | +94.8% | +24.2% | +70.6% | +68.8% |
| 5Y | +31.5% | +0.7% | +30.8% | +18.4% |
| All | +290.2% | +456.5% | -166.3% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling